资产定价研究 // csmar_stock

Dataset: CSMAR股票市场数据库

dependent variable

dretwd · 考虑现金红利再投资的日个股回报率 · continuous

core independent variables (3)

namelabeltype
beta贝塔系数continuous
marketvalue总市值continuous
pb市净率continuous

controls (2)

namelabeltype
year年份continuous
month月份continuous